The social value of risk-free government debt Stacey L. SchreftBruce D. Smith Research Article 16 May 2007 Pages: 131 - 155
Amplification and asymmetry in crashes and frenzies Han N. Ozsoylev Research Article 19 June 2007 Pages: 157 - 181
Capital market equilibrium without riskless assets: heterogeneous expectations D. WonG. HahnN. C. Yannelis Research Article 12 May 2007 Pages: 183 - 195
Managing the risk of loan prepayments and the optimal structure of short term lending rates Bryan StanhouseDuane Stock Research Article 26 May 2007 Pages: 197 - 215
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration Wei SunSvetlozar RachevPetko S. Kalev Research Article 26 June 2007 Pages: 217 - 241
Fair (intra-bank transfer) prices for credits with stochastic recovery Johannes Leitner Research Article 10 March 2007 Pages: 243 - 253
On the semimartingale property via bounded logarithmic utility Kasper LarsenGordan Žitković Research Article 12 January 2007 Pages: 255 - 268